If your computer can see the other domain (ie can ping a domain controller), you can do it through the normal Windows change password dialog as long as you have the user's original ...

As a regular PC user of Remote Desktop sessions, you may for one reason or another want to change your password – it may be your Credentials did not work in Remote Desktop on your Windows 11 or ...

I know there are ASP scripts out there that you could host on a webpage that would let them login, and then change their domain password. I don't have any further details myself.